\begin{tabular}{l*{8}{c}}
\hline\hline
                &\multicolumn{1}{c}{(1)}&\multicolumn{1}{c}{(2)}&\multicolumn{1}{c}{(3)}&\multicolumn{1}{c}{(4)}&\multicolumn{1}{c}{(5)}&\multicolumn{1}{c}{(6)}&\multicolumn{1}{c}{(7)}&\multicolumn{1}{c}{(8)}\\
                &\multicolumn{1}{c}{US}&\multicolumn{1}{c}{Sov}&\multicolumn{1}{c}{FX}&\multicolumn{1}{c}{SmallOpt}&\multicolumn{1}{c}{CDS}&\multicolumn{1}{c}{FF6}&\multicolumn{1}{c}{SmallCmNew}&\multicolumn{1}{c}{1-7}\\
\hline
(sum) Mkt       &       0.657&       1.310&       6.845&       4.898&       3.444&       1.290&       0.778&       2.122\\
                &     (0.946)&     (1.108)&     (1.747)&     (2.138)&     (1.217)&     (1.292)&     (2.389)&     (1.037)\\
[1em]
aem             &      -0.391&       1.840&      -1.074&      -5.247&      -0.212&       7.302&       0.473&       0.115\\
                &     (5.128)&     (3.818)&     (3.583)&     (9.364)&     (1.933)&     (2.808)&     (2.421)&     (1.804)\\
[1em]
Intercepts      &         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes\\
\hline
MAPE (%/mo.)    &       0.237&       0.127&       0.182&       0.280&       0.064&       0.141&       0.619&            \\
H1 p-value      &       0.120&       0.443&       0.009&       0.196&       0.293&       0.478&       0.551&       0.955\\
KZ p-value      &       0.001&       0.206&       0.097&       0.001&       0.050&       0.003&       0.025&       0.115\\
N (assets)      &          11&           6&          11&          12&           5&           6&           6&          57\\
N (beta, mos.)  &         129&         104&         148&         100&          66&         212&         119&            \\
N (mean, mos.)  &         129&         104&         148&         100&          66&         377&         119&            \\
Converged       &           1&           1&           1&           1&           1&           1&           1&           1\\
\hline\hline
\multicolumn{9}{l}{\footnotesize Standard errors in parentheses}\\
\end{tabular}
